30 Years of space–time covariance functions

E Porcu, R Furrer, D Nychka - Wiley Interdisciplinary Reviews …, 2021 - Wiley Online Library
In this article, we provide a comprehensive review of space–time covariance functions. As
for the spatial domain, we focus on either the d‐dimensional Euclidean space or on the unit …

Modeling temporally evolving and spatially globally dependent data

E Porcu, A Alegria, R Furrer - International Statistical Review, 2018 - Wiley Online Library
The last decades have seen an unprecedented increase in the availability of data sets that
are inherently global and temporally evolving, from remotely sensed networks to climate …

Advancing space‐time simulation of random fields: From storms to cyclones and beyond

SM Papalexiou, F Serinaldi… - Water Resources …, 2021 - Wiley Online Library
Realistic stochastic simulation of hydro‐environmental fluxes in space and time, such as
rainfall, is challenging yet of paramount importance to inform environmental risk analysis …

Bivariate Matérn covariances with cross-dimple for modeling coregionalized variables

A Alegría, X Emery, E Porcu - Spatial Statistics, 2021 - Elsevier
Modeling the spatial correlation structure of coregionalized data is a frequent task in
numerous fields of the natural sciences. Even in the isotropic case, experimental …

Covariance models and simulation algorithm for stationary vector random fields on spheres crossed with Euclidean spaces

X Emery, A Alegría, D Arroyo - SIAM Journal on Scientific Computing, 2021 - SIAM
This paper focuses on vector random fields defined on S^d*R^k, d≧2 and k≧1, with
covariance functions that depend on the geodesic distance in S^d and on the separation …

Simulating space-time random fields with nonseparable Gneiting-type covariance functions

D Allard, X Emery, C Lacaux, C Lantuéjoul - Statistics and Computing, 2020 - Springer
Two algorithms are proposed to simulate space-time Gaussian random fields with a
covariance function belonging to an extended Gneiting class, the definition of which …

Cross‐dimple in the cross‐covariance functions of bivariate isotropic random fields on spheres

A Alegría - Stat, 2020 - Wiley Online Library
Multivariate random fields allow to simultaneously model multiple spatially indexed
variables, playing a fundamental role in geophysical, environmental, and climate disciplines …

[引用][C] Spatial Statistics

A Alegría, X Emery, E Porcu - 2021

[引用][C] Advancing Space-Time Simulation of Random Fields: From Storms to

SM Papalexiou, F Serinaldi, E Porcu

[引用][C] Cross-Dimple for Bivariate Isotropic Random Fields on Spheres

A Alegrıa - 2020